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SCHE vs. AVEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHE and AVEM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

SCHE vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Emerging Markets Equity ETF (SCHE) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SCHE:

0.61

AVEM:

0.38

Sortino Ratio

SCHE:

0.92

AVEM:

0.62

Omega Ratio

SCHE:

1.12

AVEM:

1.08

Calmar Ratio

SCHE:

0.51

AVEM:

0.37

Martin Ratio

SCHE:

1.74

AVEM:

1.10

Ulcer Index

SCHE:

5.95%

AVEM:

6.11%

Daily Std Dev

SCHE:

18.80%

AVEM:

19.46%

Max Drawdown

SCHE:

-36.16%

AVEM:

-36.05%

Current Drawdown

SCHE:

-4.74%

AVEM:

-0.25%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHE having a 9.46% return and AVEM slightly higher at 9.87%.


SCHE

YTD

9.46%

1M

10.00%

6M

8.17%

1Y

11.40%

3Y*

7.94%

5Y*

8.81%

10Y*

3.92%

AVEM

YTD

9.87%

1M

11.17%

6M

8.08%

1Y

7.43%

3Y*

8.98%

5Y*

11.40%

10Y*

N/A

*Annualized

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SCHE vs. AVEM - Expense Ratio Comparison

SCHE has a 0.11% expense ratio, which is lower than AVEM's 0.33% expense ratio.


Risk-Adjusted Performance

SCHE vs. AVEM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHE
The Risk-Adjusted Performance Rank of SCHE is 5454
Overall Rank
The Sharpe Ratio Rank of SCHE is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHE is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of SCHE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SCHE is 5050
Martin Ratio Rank

AVEM
The Risk-Adjusted Performance Rank of AVEM is 3838
Overall Rank
The Sharpe Ratio Rank of AVEM is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 3434
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 4444
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHE vs. AVEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Avantis Emerging Markets Equity ETF (AVEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current SCHE Sharpe Ratio is 0.61, which is higher than the AVEM Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SCHE and AVEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SCHE vs. AVEM - Dividend Comparison

SCHE's dividend yield for the trailing twelve months is around 2.77%, less than AVEM's 2.89% yield.


TTM20242023202220212020201920182017201620152014
SCHE
Schwab Emerging Markets Equity ETF
2.77%3.03%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%
AVEM
Avantis Emerging Markets Equity ETF
2.89%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHE vs. AVEM - Drawdown Comparison

The maximum SCHE drawdown since its inception was -36.16%, roughly equal to the maximum AVEM drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for SCHE and AVEM. For additional features, visit the drawdowns tool.


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Volatility

SCHE vs. AVEM - Volatility Comparison

Schwab Emerging Markets Equity ETF (SCHE) and Avantis Emerging Markets Equity ETF (AVEM) have volatilities of 4.13% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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